+160.9%
NTRS vs FGI
-1.2%
+162.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | +0.9% | +14.7% | -13.8% | +0.8% |
| 30D | -1.2% | +67.0% | -68.2% | -1.6% |
| 3M | +8.8% | +31.0% | -22.2% | +8.4% |
| 6M | +34.7% | +126.8% | -92.1% | +34.1% |
| YTD | +37.2% | +35.6% | +1.6% | +36.7% |
| 1Y | +46.3% | +108.9% | -62.6% | +47.1% |
| All | +160.9% | -1.2% | +162.1% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling